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Market Integration and Investment Barriers in Emerging Equity Markets
10 references·16 citing·43 second hop
Market Integration and Investment Barriers in Emerging Equity Markets (1995)Market Integration and Investment Barrier…Predictable Risk and Returns in Emerging Markets (1994)Predictable Risk and Returns …Home Bias in Equity Portfolios, Inflation Hedging, and International Capital Market Equilibrium (1994)Home Bias in Equity Portfolio…Does industrial structure explain the benefits of international diversification? (1994)Does industrial structure exp…What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns (1993)What Moves the Stock and Bond…The Risk and Predictability of International Equity Returns (1993)The Risk and Predictability o…Industrial Structure and the Comparative Behavior of International Stock Market Indices (1992)Industrial Structure and the …The World Price of Covariance Risk (1991)The World Price of Covariance…International Asset Pricing under Mild Segmentation: Theory and Test (1985)International Asset Pricing u…International Portfolio Choice and Corporation Finance: A Synthesis (1983)International Portfolio Choic…On the Effects of Barriers to International Investment (1981)On the Effects of Barriers to…Is the Potential for International Diversification Disappearing? A Dynamic Copula Approach (2012)Is the Potential for Internat…What Segments Equity Markets? (2011)What Segments Equity Markets?Dynamic correlation analysis of financial contagion: Evidence from the Central and Eastern European markets (2011)Dynamic correlation analysis …Financial Openness and Productivity (2009)Financial Openness and Produc…Does Capital Account Liberalization Lead to Growth? (2008)Does Capital Account Liberali…Characterizing World Market Integration through Time (2007)Characterizing World Market I…Growth volatility and financial liberalization (2006)Growth volatility and financi…Stock prices and exchange rate dynamics (2005)Stock prices and exchange rat…A simple measure of the intensity of capital controls (2003)A simple measure of the inten…Research in emerging markets finance: looking to the future (2002)Research in emerging markets …Liquidity, Volatility and Equity Trading Costs Across Countries and Over Time (2001)Liquidity, Volatility and Equ…Stock Market Openings: Experience of Emerging Economies (2000)Stock Market Openings: Experi…Profitability of Momentum Strategies in the International Equity Markets (2000)Profitability of Momentum Str…Political Risk, Economic Risk, and Financial Risk (1996)Political Risk, Economic Risk…Diversification, Integration and Emerging Market Closed‐End Funds (1996)Diversification, Integration …Time-Varying World Market Integration (1995)Time-Varying World Market Int…Risk, Return, and Equilibrium: Empirical Tests (1973)Stock returns and the weekend effect (1980)Generalized autoregressive conditional heteroskedasticity (1986)Why Do Companies List Shares Abroad?: A Survey of the Evidence and Its Managerial Implications (1998)Striking oil: Another puzzle? (2008)Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (2012)Internationally Diversified Portfolios: Welfare Gains and Capital Flows (1968)International Diversification of Investment Portfolios (1970)Volatility Spillover Effects in European Equity Markets (2005)Global market integration: An alternative measure and its application☆ (2009)What Factors Drive Global Stock Returns? (2011)Asset returns and inflation (1977)The theory and practice of econometrics (1986)Investor Diversification and International Equity Markets (1991)Are Financial Assets Priced Locally or Globally? (2002)Full Disclosure (2007)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Time‐Varying World Market Integration (1995)Value versus Growth: The International Evidence (1998)Home Bias at Home: Local Equity Preference in Domestic Portfolios (1999)The cost of capital, corporation finance and the theory of investment (2008)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Liquidity and Expected Returns: Lessons from Emerging Markets (2007)Common Risk Factors in Currency Markets (2011)An equilibrium model of the international capital market (1974)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Foundations of Finance. (1977)The market reaction to international cross-listings: evidence from Depositary Receipts (1999)Emerging markets finance (2003)What Determines the Domestic Bias and Foreign Bias? Evidence from Mutual Fund Equity Allocations Worldwide (2005)A Theory of the Term Structure of Interest Rates (1985)Market Integration and Contagion (2005)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Business conditions and expected returns on stocks and bonds (1989)Household Risk Management and Optimal Mortgage Choice (2003)An Empirical Analysis of Stock and Bond Market Liquidity (2004)Stock Market Uncertainty and the Stock-Bond Return Relation (2005)Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World (1992)Local Return Factors and Turnover in Emerging Stock Markets (1999)A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu☆ (2000)
this work references cited by second hop

References

  • 1983International Portfolio Choice and Corporation Finance: A Synthesis1,447 cited
  • 1991The World Price of Covariance Risk1,139 cited
  • 1993The Risk and Predictability of International Equity Returns1,065 cited
  • 1994Predictable Risk and Returns in Emerging Markets1,042 cited
  • 1985International Asset Pricing under Mild Segmentation: Theory and Test1,021 cited
  • 1993What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns892 cited
  • 1994Does industrial structure explain the benefits of international diversification?746 cited
  • 1981On the Effects of Barriers to International Investment699 cited
  • 1994Home Bias in Equity Portfolios, Inflation Hedging, and International Capital Market Equilibrium671 cited
  • 1992Industrial Structure and the Comparative Behavior of International Stock Market Indices662 cited

Cited by

  • 1996Political Risk, Economic Risk, and Financial Risk619 cited
  • 1995Time-Varying World Market Integration594 cited
  • 2000Stock Market Openings: Experience of Emerging Economies557 cited
  • 2007Characterizing World Market Integration through Time531 cited
  • 2008Does Capital Account Liberalization Lead to Growth?

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

519 cited
  • 2003A simple measure of the intensity of capital controls459 cited
  • 2005Stock prices and exchange rate dynamics459 cited
  • 2002Research in emerging markets finance: looking to the future453 cited
  • 2000Profitability of Momentum Strategies in the International Equity Markets446 cited
  • 2012Is the Potential for International Diversification Disappearing? A Dynamic Copula Approach436 cited
  • 2006Growth volatility and financial liberalization434 cited
  • 2011What Segments Equity Markets?406 cited
  • 2009Financial Openness and Productivity396 cited
  • 2011Dynamic correlation analysis of financial contagion: Evidence from the Central and Eastern European markets391 cited
  • 2001Liquidity, Volatility and Equity Trading Costs Across Countries and Over Time378 cited
  • 1996Diversification, Integration and Emerging Market Closed‐End Funds363 cited